+39.2%
EXE vs MSTU
-86.5%
+125.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.6% | +8.9% | +0.5% |
| 7D | -1.8% | +16.1% | -17.9% | -2.3% |
| 30D | +6.4% | +68.7% | -62.3% | +4.5% |
| 3M | +9.2% | -11.0% | +20.2% | +8.8% |
| 6M | -7.0% | -33.4% | +26.4% | -7.3% |
| YTD | -9.5% | -59.5% | +50.1% | -9.3% |
| 1Y | +6.2% | -93.4% | +99.6% | +13.3% |
| All | +39.2% | -86.5% | +125.6% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling